STAT-2066EL Chapter Notes - Chapter 8: Random Variable, Standard Deviation, Continuous Or Discrete Variable

• School: Laurentian
• Department: Statistics / Statistique
• Course: STAT-2066EL
• Professor: Luckny Zephyr

Document Summary

P(x=5), say: in a continuous setting (e. g. with time as a random variable), the probability the random variable of interest, say task length, takes exactly 5 minutes is infinitesimally small, hence p(x=5) = 0. Uniform distribution: consider the uniform probability distribution (sometimes called the rectangular probability distribution), it is described by the function: ! f (x) = The normal distribution: the normal distribution is the most important of all probability distributions. The probability density function of a normal random variable is given by: x . 2 : the normal distribution is fully defined by two parameters: its standard deviation and mean, the normal distribution is bell shaped and symmetrical about the mean, unlike the range of the uniform distribution ! Standard normal distribution: a normal distribution whose mean is zero and standard deviation is one is called standard normal distribution. f (x) = e 1.